array modifier not aligned
Experiments with array and mirror modifiers:

Mirror and array : your configuration more or less



After that, there is some guess to find the good position and this position will depend on both the object's origin and of the position of the 45° angle: 



Mirror and mirror

And second way to do it is to place an empty at the middle of the 45° part (use snapping to do it), use it as mirror object and rotate it 45°.



Now add a second mirror, mirrored in X and Y, with a second empty as mirror object, and place this empty at the middle of the figure



Note that this last configuration (2 mirrors) does not depend on the object's origin location.

Link to the blend file